Scenarios Execution Analyst

Prague, Czech Republic

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DESCRIPTION


Currently we are looking for a Scenarios Execution Analyst for our Prague office to make the team even stronger.

Our client is an investment bank which provides large corporate, government and institutional clients with a full spectrum of solutions to their strategic advisory, financing and risk management needs.

The candidate will join a team focusing on all aspects of a front-to-back risk platform. The scenario execution function focuses on the capabilities to execute our run book over several workstreams. This requires a significant amount of coordination with various technology teams, delivery of a minor works stream for continuous improvements, and engagement with the solutions design leads.

Our objective is to consolidate, streamline and simplify the generation, analysis and visualisation of risk within the investment bank onto strategic, cross-asset platforms.

The main function of the role will be to provide tactical and strategic enhancements to the existing risk platform, to help coordinate BAU changes, to provide RAD development solutions for day-to-day business issues. The candidate will need to acquire a broad understanding of all aspects of stack and be confident and able to work independently and autonomously on business critical issues.

Responsibilities

  • Work with various technology teams;
  • Provide release planning and management to keep scenario execution in line with calculations on our strategic platforms. This will require significant coordination with various asset class teams located in London and New York;
  • Provide day to day support of the official risk delivery to the desk/downstream;
  • Own and coordinate aspects of larger strategic projects. These will include model integration and upgrades, development and rollout of new tools for risk and PnL generation and publication and regulatory requirements driven projects;
  • Liaise with quants, risk management, product control and other downstream stakeholders to gather requirements and agree test strategies for all change requests;
  • Decision-making and problem solving:
    • Problem solving capabilities in a technology stack.

Requirements

  • Strong verbal and written communication skills;
  • Fluent English;
  • Ability to coordinate with multiple teams across the globe and understand complex systems;
  • Ability to deliver to strict deadlines;
  • Numerical skills to degree level or strong computing background;
  • At least 12 months’ experience working in an investment bank (or similar) working in IT environment and with exposure to financial products;
  • Understanding of Fixed Income products, yield curves and volatility surfaces;
  • Understanding of simple option products;
  • Understanding of PnL principals – e.g. first order Taylor expansion predicts for Delta/Vega, etc;
  • Ability to work independently and as part of a team;
  • Ability to work under pressure and to tight timescales;
  • Previous experience in execution of Market Risk, Credit Risk, and Regulatory scenarios.

Nice to have

  • Study/education of any form in relation to this role;
  • Experience with stakeholder engagement;
  • Experience with technology analysis and release management;
  • Excel skills with some VBA experience;
  • Exposure to XML/XSLTs.

We offer

  • Opportunity to work in a successful international company with a stable background;
  • Possibility to work in a friendly multicultural environment, using English on a daily basis and growing professionally within worldwide EPAM;
  • Professional growth through the technology trainings and technology communities inside EPAM;
  • Regular IT trainings and good opportunities for professional growing and development;
  • Large space for self-fulfillment and participation in new projects;
  • Motivating financial evaluation (negotiable, based on an expertise and achieved results);
  • Competitive compensation depending on experience and skills;
  • Benefit program (5 weeks of vacation, 5 sick days, wage compensation for the first three days of illness, meal vouchers, flexi pass, annual coupon of Prague city public transport, multisport cards);
  • Comfortable and modern offices in Prague 4;
  • Start ASAP / Negotiable.